Kalman Filter

Kalman Filter is infers parameters of interest from indirect, inaccurate and uncertain observations. It is a widely applied concept in time series analysis used in fields such as signal processing and econometrics. Kalman Filter also is one of the main topics in the field of robotic motion planning and control, and they are sometimes included in trajectory optimization. It is also used in the guidance and navigation systems of the NASA Space Shuttle and the attitude control and navigation systems of the International Space Station. Kalman Filter is a common sensor fusion and data fusion algorithm.